<p>University students often become victims of high-stress levels due to the highly competitive work environment. Unmonitored stress levels in students can inflict severe physiological health problems. This work aims to build a stress classification framework using wearable sensor devices to predict mental stress levels for undergraduate engineering students. It comprises a study to collect a data set of 23 university students using wearable devices for four physiological signals, i.e., electroencephalogram (EEG), electrodermal activity (EDA), skin temperature (SKT), and heart rate (HR), when the students perform the montreal imaging stress task (MIST) for the mental workload. The machine learning models proposed in this work help classify stress into three levels: rest, moderate, and high. The models achieve a classification accuracy of 99.98% using the EEG signals’ time-frequency domain features and an accuracy of 99.51% using the EDA, HR, and SKT signals. The proposed models achieve better scores than all the previous studies on stress classification, using EEG signals and EDA, HR, and SKT signals. This study is novel since it also demonstrates the applicability and proficiency of wearable sensor devices in developing accurate stress classification models to help build real-time stress monitoring systems.</p>